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Miloš Kopa · Study
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Author
Miloš Kopa
12 works
· latest 2018
· 2 institutions
cluster: provisional
ORCID 0000-0002-9438-4484
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Citations
616
Works here
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18
Most cited in this library
Portfolio Choice Based on Third-Degree Stochastic Dominance
2016 · 94 citations
General linear formulations of stochastic dominance criteria
2013 · 78 citations
A general test for SSD portfolio efficiency
2014 · 61 citations
Robustness of optimal portfolios under risk and stochastic dominance constraints
2013 · 58 citations
Robustness in stochastic programs with risk constraints
2011 · 53 citations
Works
12 shown
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination
Omega
·
2018
·
3 authors
·
Open access
36
citations
Individual optimal pension allocation under stochastic dominance constraints
Annals of Operations Research
·
2016
·
3 authors
·
Open access
47
citations
Portfolio Choice Based on Third-Degree Stochastic Dominance
Management Science
·
2016
·
2 authors
·
Open access
94
citations
Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance
Management Science
·
2014
·
3 authors
46
citations
A general test for SSD portfolio efficiency
OR Spectrum
·
2014
·
2 authors
61
citations
Robustness of optimal portfolios under risk and stochastic dominance constraints
European Journal of Operational Research
·
2013
·
2 authors
58
citations
General linear formulations of stochastic dominance criteria
European Journal of Operational Research
·
2013
·
2 authors
78
citations
Robustness in stochastic programs with risk constraints
Annals of Operations Research
·
2011
·
2 authors
53
citations
A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion
Journal of Financial and Quantitative Analysis
·
2009
·
2 authors
47
citations
Risk premiums for multiperiod risks
Bulletin of the Czech Econometric Society
·
2008
·
1 author
0
citations
A second-order stochastic dominance portfolio efficiency measure
Czech digital mathematics library
·
2008
·
2 authors
·
other
·
Open access
49
citations
On extracting information implied in options
Computational Statistics
·
2007
·
4 authors
47
citations